| Trading Metrics calculated at close of trading on 15-Jun-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Jun-2015 | 15-Jun-2015 | Change | Change % | Previous Week |  
                        | Open | 1,267.6 | 1,262.5 | -5.1 | -0.4% | 1,260.1 |  
                        | High | 1,269.2 | 1,263.9 | -5.3 | -0.4% | 1,271.3 |  
                        | Low | 1,259.9 | 1,244.6 | -15.3 | -1.2% | 1,240.3 |  
                        | Close | 1,265.8 | 1,260.5 | -5.3 | -0.4% | 1,265.8 |  
                        | Range | 9.3 | 19.3 | 10.0 | 107.5% | 31.0 |  
                        | ATR | 15.7 | 16.1 | 0.4 | 2.5% | 0.0 |  
                        | Volume | 103,803 | 141,490 | 37,687 | 36.3% | 534,612 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,314.3 | 1,306.8 | 1,271.0 |  |  
                | R3 | 1,295.0 | 1,287.3 | 1,265.8 |  |  
                | R2 | 1,275.8 | 1,275.8 | 1,264.0 |  |  
                | R1 | 1,268.0 | 1,268.0 | 1,262.3 | 1,262.3 |  
                | PP | 1,256.3 | 1,256.3 | 1,256.3 | 1,253.5 |  
                | S1 | 1,248.8 | 1,248.8 | 1,258.8 | 1,243.0 |  
                | S2 | 1,237.0 | 1,237.0 | 1,257.0 |  |  
                | S3 | 1,217.8 | 1,229.5 | 1,255.3 |  |  
                | S4 | 1,198.5 | 1,210.3 | 1,250.0 |  |  | 
        
            | Weekly Pivots for week ending 12-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,352.3 | 1,340.0 | 1,282.8 |  |  
                | R3 | 1,321.3 | 1,309.0 | 1,274.3 |  |  
                | R2 | 1,290.3 | 1,290.3 | 1,271.5 |  |  
                | R1 | 1,278.0 | 1,278.0 | 1,268.8 | 1,284.0 |  
                | PP | 1,259.3 | 1,259.3 | 1,259.3 | 1,262.3 |  
                | S1 | 1,247.0 | 1,247.0 | 1,263.0 | 1,253.0 |  
                | S2 | 1,228.3 | 1,228.3 | 1,260.0 |  |  
                | S3 | 1,197.3 | 1,216.0 | 1,257.3 |  |  
                | S4 | 1,166.3 | 1,185.0 | 1,248.8 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,271.3 | 1,240.3 | 31.0 | 2.5% | 14.0 | 1.1% | 65% | False | False | 118,267 |  
                | 10 | 1,271.3 | 1,235.9 | 35.4 | 2.8% | 16.0 | 1.3% | 69% | False | False | 110,634 |  
                | 20 | 1,271.3 | 1,230.1 | 41.2 | 3.3% | 16.0 | 1.3% | 74% | False | False | 97,129 |  
                | 40 | 1,274.9 | 1,207.1 | 67.8 | 5.4% | 16.5 | 1.3% | 79% | False | False | 93,918 |  
                | 60 | 1,277.2 | 1,207.1 | 70.1 | 5.6% | 16.3 | 1.3% | 76% | False | False | 88,253 |  
                | 80 | 1,277.2 | 1,198.8 | 78.4 | 6.2% | 15.3 | 1.2% | 79% | False | False | 75,813 |  
                | 100 | 1,277.2 | 1,145.0 | 132.2 | 10.5% | 13.5 | 1.1% | 87% | False | False | 60,656 |  
                | 120 | 1,277.2 | 1,137.0 | 140.2 | 11.1% | 12.3 | 1.0% | 88% | False | False | 50,547 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,346.0 |  
            | 2.618 | 1,314.5 |  
            | 1.618 | 1,295.3 |  
            | 1.000 | 1,283.3 |  
            | 0.618 | 1,275.8 |  
            | HIGH | 1,264.0 |  
            | 0.618 | 1,256.5 |  
            | 0.500 | 1,254.3 |  
            | 0.382 | 1,252.0 |  
            | LOW | 1,244.5 |  
            | 0.618 | 1,232.8 |  
            | 1.000 | 1,225.3 |  
            | 1.618 | 1,213.3 |  
            | 2.618 | 1,194.0 |  
            | 4.250 | 1,162.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jun-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,258.5 | 1,259.8 |  
                                | PP | 1,256.3 | 1,258.8 |  
                                | S1 | 1,254.3 | 1,258.0 |  |